BFJA vs. UXJA

Last updated Aug 5, 2026

BFJA (FT Vest Bitcoin Strategy Floor15 ETF - January) and UXJA (FT Vest U.S. Equity Uncapped Accelerator ETF - January) are both Defined Outcome funds from First Trust. Both are actively managed. Their 0.51 correlation means they have sometimes moved together and sometimes differently. BFJA charges 0.90%/yr vs 0.85%/yr for UXJA.

Performance

BFJA vs. UXJA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Bitcoin Strategy Floor15 ETF - January (BFJA) and FT Vest U.S. Equity Uncapped Accelerator ETF - January (UXJA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BFJA

• 1D: 0.09%
• 1M: -0.09%
• 6M: -8.36%
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

UXJA

• 1D: 2.20%
• 1M: 4.00%
• 6M: 12.94%
• YTD: 14.32%
• 1Y: 24.80%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.18%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BFJA FT Vest Bitcoin Strategy Floor15 ETF - January	$278.70	$434.88	$1.70K
UXJA FT Vest U.S. Equity Uncapped Accelerator ETF - January	$38.72K	$57.90K	$74.79K

BFJA vs. UXJA - Yearly Performance Comparison

	2026 (YTD)
BFJA FT Vest Bitcoin Strategy Floor15 ETF - January	-13.87%
UXJA FT Vest U.S. Equity Uncapped Accelerator ETF - January	11.94%

Correlation

The correlation between BFJA and UXJA is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 12, 2026	0.51

Return for Risk

BFJA vs. UXJA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BFJA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

UXJA

UXJA Risk / Return Rank: 64
UXJA Sharpe Ratio Rank: 64
UXJA Sortino Ratio Rank: 62
UXJA Omega Ratio Rank: 60
UXJA Calmar Ratio Rank: 64
UXJA Martin Ratio Rank: 71

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BFJA vs. UXJA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Bitcoin Strategy Floor15 ETF - January (BFJA) and FT Vest U.S. Equity Uncapped Accelerator ETF - January (UXJA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BFJA	UXJA	Difference
Sharpe ratio: Return per unit of total volatility	—	1.71	—
Sortino ratio: Return per unit of downside risk	—	2.36	—
Omega ratio: Gain probability vs. loss probability	—	1.30	—
Calmar ratio: Return relative to maximum drawdown	—	2.53	—
Martin ratio: Return relative to average drawdown	—	9.99	—

Drawdowns

BFJA vs. UXJA - Drawdown Comparison

The maximum BFJA drawdown since its inception was -16.74%, smaller than the maximum UXJA drawdown of -20.01%. Use the drawdown chart below to compare losses from any high point for BFJA and UXJA.

Drawdown Indicators

	BFJA	UXJA	Difference
Max Drawdown Largest peak-to-trough decline	-16.74%	-20.01%	+3.27%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.83%	—
Current Drawdown Current decline from peak	-15.93%	0.00%	-15.93%
Average Drawdown Average peak-to-trough decline	-10.57%	-2.89%	-7.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.49%	—

Volatility

Volatility by Period

	BFJA	UXJA	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.69%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.39%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.86%	14.65%	-0.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.86%	18.42%	-4.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.86%	18.42%	-4.56%

BFJA vs. UXJA - Expense Ratio Comparison

BFJA has a 0.90% expense ratio, which is higher than UXJA's 0.85% expense ratio.

Dividends

BFJA vs. UXJA - Dividend Comparison

Neither BFJA nor UXJA has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both BFJA and UXJA in my portfolio?

BFJA and UXJA have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BFJA or UXJA?

On fees, UXJA is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BFJA or UXJA?

UXJA is cheaper with a 0.85% expense ratio, compared with 0.90% for BFJA.

Which ETF pays a higher dividend yield, BFJA or UXJA?

BFJA and UXJA have nearly identical dividend yields, around 0.00%.

What is the main difference between BFJA and UXJA?

Their fees differ too: 0.90% for BFJA and 0.85% for UXJA.